CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0286 |
1.0335 |
0.0049 |
0.5% |
1.0408 |
| High |
1.0310 |
1.0365 |
0.0055 |
0.5% |
1.0460 |
| Low |
1.0284 |
1.0335 |
0.0051 |
0.5% |
1.0299 |
| Close |
1.0310 |
1.0359 |
0.0049 |
0.5% |
1.0308 |
| Range |
0.0026 |
0.0030 |
0.0004 |
15.4% |
0.0161 |
| ATR |
0.0047 |
0.0047 |
0.0001 |
1.3% |
0.0000 |
| Volume |
50 |
41 |
-9 |
-18.0% |
209 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0443 |
1.0431 |
1.0376 |
|
| R3 |
1.0413 |
1.0401 |
1.0367 |
|
| R2 |
1.0383 |
1.0383 |
1.0365 |
|
| R1 |
1.0371 |
1.0371 |
1.0362 |
1.0377 |
| PP |
1.0353 |
1.0353 |
1.0353 |
1.0356 |
| S1 |
1.0341 |
1.0341 |
1.0356 |
1.0347 |
| S2 |
1.0323 |
1.0323 |
1.0354 |
|
| S3 |
1.0293 |
1.0311 |
1.0351 |
|
| S4 |
1.0263 |
1.0281 |
1.0343 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0839 |
1.0734 |
1.0397 |
|
| R3 |
1.0678 |
1.0573 |
1.0352 |
|
| R2 |
1.0517 |
1.0517 |
1.0338 |
|
| R1 |
1.0412 |
1.0412 |
1.0323 |
1.0384 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0342 |
| S1 |
1.0251 |
1.0251 |
1.0293 |
1.0223 |
| S2 |
1.0195 |
1.0195 |
1.0278 |
|
| S3 |
1.0034 |
1.0090 |
1.0264 |
|
| S4 |
0.9873 |
0.9929 |
1.0219 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0444 |
1.0284 |
0.0160 |
1.5% |
0.0038 |
0.4% |
47% |
False |
False |
50 |
| 10 |
1.0460 |
1.0284 |
0.0176 |
1.7% |
0.0042 |
0.4% |
43% |
False |
False |
49 |
| 20 |
1.0474 |
1.0254 |
0.0220 |
2.1% |
0.0041 |
0.4% |
48% |
False |
False |
57 |
| 40 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0027 |
0.3% |
54% |
False |
False |
39 |
| 60 |
1.0474 |
1.0162 |
0.0312 |
3.0% |
0.0020 |
0.2% |
63% |
False |
False |
26 |
| 80 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0016 |
0.1% |
77% |
False |
False |
20 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0013 |
0.1% |
77% |
False |
False |
17 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0012 |
0.1% |
78% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0493 |
|
2.618 |
1.0444 |
|
1.618 |
1.0414 |
|
1.000 |
1.0395 |
|
0.618 |
1.0384 |
|
HIGH |
1.0365 |
|
0.618 |
1.0354 |
|
0.500 |
1.0350 |
|
0.382 |
1.0346 |
|
LOW |
1.0335 |
|
0.618 |
1.0316 |
|
1.000 |
1.0305 |
|
1.618 |
1.0286 |
|
2.618 |
1.0256 |
|
4.250 |
1.0208 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0356 |
1.0348 |
| PP |
1.0353 |
1.0336 |
| S1 |
1.0350 |
1.0325 |
|